NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 54.84 54.57 -0.27 -0.5% 54.48
High 55.01 55.17 0.16 0.3% 55.52
Low 54.32 54.52 0.20 0.4% 53.95
Close 54.56 54.69 0.13 0.2% 54.56
Range 0.69 0.65 -0.04 -5.8% 1.57
ATR 1.06 1.03 -0.03 -2.8% 0.00
Volume 63,452 86,691 23,239 36.6% 384,015
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 56.74 56.37 55.05
R3 56.09 55.72 54.87
R2 55.44 55.44 54.81
R1 55.07 55.07 54.75 55.26
PP 54.79 54.79 54.79 54.89
S1 54.42 54.42 54.63 54.61
S2 54.14 54.14 54.57
S3 53.49 53.77 54.51
S4 52.84 53.12 54.33
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 59.39 58.54 55.42
R3 57.82 56.97 54.99
R2 56.25 56.25 54.85
R1 55.40 55.40 54.70 55.83
PP 54.68 54.68 54.68 54.89
S1 53.83 53.83 54.42 54.26
S2 53.11 53.11 54.27
S3 51.54 52.26 54.13
S4 49.97 50.69 53.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.52 53.95 1.57 2.9% 0.94 1.7% 47% False False 94,141
10 55.52 53.77 1.75 3.2% 0.89 1.6% 53% False False 87,591
20 55.88 52.86 3.02 5.5% 0.99 1.8% 61% False False 86,840
40 57.95 52.86 5.09 9.3% 1.14 2.1% 36% False False 76,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.93
2.618 56.87
1.618 56.22
1.000 55.82
0.618 55.57
HIGH 55.17
0.618 54.92
0.500 54.85
0.382 54.77
LOW 54.52
0.618 54.12
1.000 53.87
1.618 53.47
2.618 52.82
4.250 51.76
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 54.85 54.89
PP 54.79 54.82
S1 54.74 54.76

These figures are updated between 7pm and 10pm EST after a trading day.

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